Korelasyon Matrisi
fon büyüklüğüne göre en büyük 15 fon arası Pearson korelasyonu (son 1 yıl günlük getiriler). Yüksek pozitif (yeşil) → birlikte hareket ediyor. Negatif (kırmızı) → ters. Düşük korelasyonlu fonlar portföy çeşitlendirmesi için aranır.
| TLY | VGA | TI1 | GTL | GRO | TP2 | GEV | ONS | ILH | PAL | GJH | AMZ | EUZ | PUR | YP4 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLY | 1.00 | 0.12 | -0.02 | -0.02 | 0.03 | -0.05 | 0.12 | 0.02 | -0.03 | 0.03 | -0.03 | 0.11 | 0.13 | -0.03 | 0.03 |
| VGA | 0.12 | 1.00 | -0.02 | -0.02 | 0.01 | -0.04 | 0.94 | 0.01 | -0.07 | 0.01 | -0.07 | 0.98 | 0.37 | -0.07 | 0.00 |
| TI1 | -0.02 | -0.02 | 1.00 | 1.00 | -0.25 | 0.99 | -0.04 | -0.24 | 0.99 | -0.27 | 0.99 | -0.03 | -0.10 | 0.99 | -0.25 |
| GTL | -0.02 | -0.02 | 1.00 | 1.00 | -0.26 | 0.99 | -0.03 | -0.25 | 0.98 | -0.27 | 0.98 | -0.03 | -0.10 | 0.98 | -0.25 |
| GRO | 0.03 | 0.01 | -0.25 | -0.26 | 1.00 | -0.26 | -0.00 | 1.00 | -0.25 | 1.00 | -0.25 | 0.00 | 0.21 | -0.25 | 1.00 |
| TP2 | -0.05 | -0.04 | 0.99 | 0.99 | -0.26 | 1.00 | -0.05 | -0.26 | 0.98 | -0.28 | 0.99 | -0.05 | -0.12 | 0.98 | -0.26 |
| GEV | 0.12 | 0.94 | -0.04 | -0.03 | -0.00 | -0.05 | 1.00 | 0.00 | -0.08 | -0.00 | -0.08 | 0.98 | 0.38 | -0.08 | -0.01 |
| ONS | 0.02 | 0.01 | -0.24 | -0.25 | 1.00 | -0.26 | 0.00 | 1.00 | -0.24 | 1.00 | -0.24 | 0.00 | 0.21 | -0.24 | 1.00 |
| ILH | -0.03 | -0.07 | 0.99 | 0.98 | -0.25 | 0.98 | -0.08 | -0.24 | 1.00 | -0.26 | 1.00 | -0.08 | -0.16 | 1.00 | -0.25 |
| PAL | 0.03 | 0.01 | -0.27 | -0.27 | 1.00 | -0.28 | -0.00 | 1.00 | -0.26 | 1.00 | -0.27 | 0.00 | 0.22 | -0.27 | 1.00 |
| GJH | -0.03 | -0.07 | 0.99 | 0.98 | -0.25 | 0.99 | -0.08 | -0.24 | 1.00 | -0.27 | 1.00 | -0.08 | -0.16 | 1.00 | -0.25 |
| AMZ | 0.11 | 0.98 | -0.03 | -0.03 | 0.00 | -0.05 | 0.98 | 0.00 | -0.08 | 0.00 | -0.08 | 1.00 | 0.39 | -0.08 | -0.00 |
| EUZ | 0.13 | 0.37 | -0.10 | -0.10 | 0.21 | -0.12 | 0.38 | 0.21 | -0.16 | 0.22 | -0.16 | 0.39 | 1.00 | -0.16 | 0.21 |
| PUR | -0.03 | -0.07 | 0.99 | 0.98 | -0.25 | 0.98 | -0.08 | -0.24 | 1.00 | -0.27 | 1.00 | -0.08 | -0.16 | 1.00 | -0.25 |
| YP4 | 0.03 | 0.00 | -0.25 | -0.25 | 1.00 | -0.26 | -0.01 | 1.00 | -0.25 | 1.00 | -0.25 | -0.00 | 0.21 | -0.25 | 1.00 |